-23.9%
CPRT vs SGI
-10.7%
-13.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.8% | -1.8% | +3.5% |
| 7D | +12.6% | +12.1% | +0.6% | +10.0% |
| 30D | +18.0% | +12.1% | +5.9% | +15.2% |
| 3M | +11.0% | +0.4% | +10.5% | +10.1% |
| 6M | -2.0% | -4.0% | +2.0% | -2.6% |
| YTD | -16.7% | -21.2% | +4.6% | -14.9% |
| 1Y | -23.9% | -12.1% | -11.8% | -20.0% |
| All | -23.9% | -10.7% | -13.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling